{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1238	0.31
β GARCH Volatility persistence	0.7550	13.88***
γ leverage Additional response to negative shocks	0.1124	0.15
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.43
λ₂ forecast adj. Forecast performance sensitivity	0.0859	0.45
λ₃ tau persistence Long-term factor persistence	0.9141	10.65***

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